ITC
Itc Ltd
Historical option data for ITC
21 Sep 2025 04:13 PM IST
| ITC 30SEP2025 470 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 21 Sept | 410.65 | 0.05 | -0.05 | 30.73 | 24 | -22 | 151 | |||||||||
| 14 Sept | 413.75 | 0.05 | 0 | 0.00 | 0 | 0 | 0 | |||||||||
For Itc Ltd - strike price 470 expiring on 30SEP2025
Delta for 470 CE is 0.01
Historical price for 470 CE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 0.05, which was -0.05 lower than the previous day. The implied volatity was 30.73, the open interest changed by -22 which decreased total open position to 151
On 14 Sept ITC was trading at 413.75. The strike last trading price was 0.05, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
| ITC 30SEP2025 470 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 410.65 | 49.2 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 413.75 | 49.2 | 0 | 0.00 | 0 | 0 | 0 |
For Itc Ltd - strike price 470 expiring on 30SEP2025
Delta for 470 PE is 0.00
Historical price for 470 PE is as follows
On 21 Sept ITC was trading at 410.65. The strike last trading price was 49.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept ITC was trading at 413.75. The strike last trading price was 49.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
